Tungesten rods are heavier.
Rods from God:
https://en.wikipedia.org/wiki/Kinetic_bombardment
Unfortunately the reality isn't quite so dramatic as the gif:
"In the case of the system mentioned in the 2003 Air Force report above, a 6.1 m × 0.3 m tungsten cylinder impacting at Mach 10 has a kinetic energy equivalent to approximately 11.5 tons of TNT"